A Weak Space-Time Formulation for the Linear Stochastic Heat Equation
نویسندگان
چکیده
منابع مشابه
A weak space-time formulation for the linear stochastic heat equation
We apply the well-known Banach-Nečas-Babuška inf-sup theory in a stochastic setting to introduce a weak space-time formulation of the linear stochastic heat equation with additive noise. We give sufficient conditions on the the data and on the covariance operator associated to the driving Wiener process, in order to have existence and uniqueness of the solution. We show the relation of the obta...
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ژورنال
عنوان ژورنال: International Journal of Applied and Computational Mathematics
سال: 2016
ISSN: 2349-5103,2199-5796
DOI: 10.1007/s40819-016-0134-2